+1,294.5%
MPC vs QSR
+202.6%
+1,092.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.3% |
| 7D | +9.4% | -3.9% | +13.3% | +11.6% |
| 30D | -13.4% | +5.9% | -19.4% | -16.5% |
| 3M | +18.9% | +1.7% | +17.2% | +16.5% |
| 6M | +64.9% | -1.9% | +66.8% | +63.6% |
| YTD | +156.8% | +13.6% | +143.2% | +133.5% |
| 1Y | +113.2% | +13.1% | +100.0% | +93.8% |
| 3Y | +201.8% | +21.8% | +180.0% | +153.4% |
| 5Y | +601.4% | +57.2% | +544.2% | +388.0% |
| 10Y | +1,166.0% | +138.5% | +1,027.5% | +585.9% |
| All | +1,294.5% | +202.6% | +1,092.0% | +583.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling